IDEAS home Printed from https://ideas.repec.org/a/eee/ecolet/v4y1979i2p117-120.html
   My bibliography  Save this article

Terminal conditions as a means of ensuring unique solutions for rational expectations models with forward expectations

Author

Listed:
  • Minford, Patrick
  • Matthews, Kent
  • Marwaha, Satwant

Abstract

No abstract is available for this item.

Suggested Citation

  • Minford, Patrick & Matthews, Kent & Marwaha, Satwant, 1979. "Terminal conditions as a means of ensuring unique solutions for rational expectations models with forward expectations," Economics Letters, Elsevier, vol. 4(2), pages 117-120.
    • Handle: RePEc:eee:ecolet:v:4:y:1979:i:2:p:117-120
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0165-1765(79)90219-2
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Lahti, Ari & Virén, Matti, 1989. "The Finnish rational expectations QMED model : estimation, dynamic properties and policy results," Research Discussion Papers 23/1989, Bank of Finland.
    2. Meenagh, David & Minford, Patrick & Yang, Xiaoliang, 2018. "A heterogeneous-agent model of growth and inequality for the UK," Cardiff Economics Working Papers E2018/17, Cardiff University, Cardiff Business School, Economics Section.
    3. Lahti, Ari & Virén, Matti, 1989. "The Finnish rational expectations QMED model: estimation, dynamic properties and policy results," Bank of Finland Research Discussion Papers 23/1989, Bank of Finland.
    4. John G. Thistle, 2018. "The Origin and the Resolution of Nonuniqueness in Linear Rational Expectations," Papers 1806.06657, arXiv.org, revised Apr 2019.
    5. Caleiro, António, 2006. "On the Synchronisation of Elections -- A differential Games Approach," EconStor Preprints 142775, ZBW - Leibniz Information Centre for Economics.
    6. Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 1998. "A structural cointegrating VAR approach to macroeconometric modelling," Edinburgh School of Economics Discussion Paper Series 8, Edinburgh School of Economics, University of Edinburgh.
    7. Sengupta, Jati K., 1997. "Recent Models in Dynamic Economics: Problems of Estimating Terminal Conditions," University of California at Santa Barbara, Economics Working Paper Series qt05g0d8gm, Department of Economics, UC Santa Barbara.
    8. Chen, Haixia & Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2023. "UK Monetary Policy in An Estimated DSGE Model with State-Dependent Price and Wage Contracts," Cardiff Economics Working Papers E2023/22, Cardiff University, Cardiff Business School, Economics Section.
    9. repec:zbw:bofrdp:1989_023 is not listed on IDEAS

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecolet:v:4:y:1979:i:2:p:117-120. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ecolet .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.